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Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

机器学习 · 计算机科学 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…

统计金融 · 定量金融 2021-12-15 Andrés García-Medina , Toan Luu Duc Huynh3

Accurate prediction of price behavior in the foreign exchange market is crucial. This paper proposes a novel approach that leverages technical indicators and deep neural networks. The proposed architecture consists of a Long Short-Term…

机器学习 · 计算机科学 2024-12-02 Sahabeh Saadati , Mohammad Manthouri

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

统计金融 · 定量金融 2025-04-18 Yu Zhang , Zelin Wu , Claudio Tessone

Academics increasingly acknowledge the predictive power of social media for a wide variety of events and, more specifically, for financial markets. Anecdotal and empirical findings show that cryptocurrencies are among the financial assets…

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

统计金融 · 定量金融 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…

机器学习 · 计算机科学 2025-12-10 Zijiang Yang

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

统计金融 · 定量金融 2025-10-21 Emmanuel Boadi

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

机器学习 · 计算机科学 2025-06-30 Mehul Gautam

The objective of this paper is to assess the performances of dimensionality reduction techniques to establish a link between cryptocurrencies. We have focused our analysis on the two most traded cryptocurrencies: Bitcoin and Ethereum. To…

统计金融 · 定量金融 2022-02-11 Hugo Inzirillo , Benjamin Mat

In recent years, Bitcoin price prediction has attracted the interest of researchers and investors. However, the accuracy of previous studies is not well enough. Machine learning and deep learning methods have been proved to have strong…

统计金融 · 定量金融 2021-06-25 Liping Yang

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

密码学与安全 · 计算机科学 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

In this paper, we analyze Twitter signals as a medium for user sentiment to predict the price fluctuations of a small-cap alternative cryptocurrency called \emph{ZClassic}. We extracted tweets on an hourly basis for a period of 3.5 weeks,…

物理与社会 · 物理学 2018-05-04 Tianyu Ray Li , Anup S. Chamrajnagar , Xander R. Fong , Nicholas R. Rizik , Feng Fu

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

计算金融 · 定量金融 2025-08-05 Wěi Zhāng

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

计算工程、金融与科学 · 计算机科学 2024-03-12 Bingqiao Luo

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

机器学习 · 计算机科学 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie

In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…

证券定价 · 定量金融 2020-02-04 Aniruddha Dutta , Saket Kumar , Meheli Basu

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

机器学习 · 计算机科学 2025-05-06 Amit Kumar , Taoran Ji

Prediction of stock prices has been a crucial and challenging task, especially in the case of highly volatile digital currencies such as Bitcoin. This research examineS the potential of using neural network models, namely LSTMs and GRUs, to…

统计金融 · 定量金融 2024-05-15 Ali Mohammadjafari

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

机器学习 · 计算机科学 2025-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee